1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
|
/*
* Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
* Copyright (C) 2008 - INRIA - Arnaud TORSET
*
* This file must be used under the terms of the CeCILL.
* This source file is licensed as described in the file COPYING, which
* you should have received as part of this distribution. The terms
* are also available at
* http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
*
*/
/*Resolve the Yule-Walker equations:
|r(0) r(1) ... r(N-1)|| a(1) | |sigma2|
|r(1) r(0) ... r(n-1)|| a(2) | | 0 |
| : : ... : || : |=| 0 |
| : : ... : || : | | 0 |
|r(N-1) r(N-2) ... r(0) ||a(N-1)| | 0 |
using Levinson's algorithm.
r :Correlation coefficients
ar :Auto-Regressive model parameters
sigma2 :Scale constant
rc :Reflection coefficients
*/
#include <stdlib.h>
#include "lev.h"
#include "conj.h"
#include "multiplication.h"
#include "addition.h"
#include "division.h"
#include "subtraction.h"
floatComplex cleva2(floatComplex* in,int size, floatComplex* ar){
int i=0, j=0;
floatComplex accu=FloatComplex(0,0);
floatComplex* ak1;
floatComplex temp;
floatComplex sigma2;
/* FIXME : malloc here */
ak1=(floatComplex*)malloc((unsigned int)size*sizeof(floatComplex));
/* initialize levinson's algorithm */
temp=crdivs(in[1],in[0]);
ar[0]=FloatComplex(-creals(temp),-cimags(temp));
temp = cmuls(ar[0],cconjs(ar[0]));
sigma2=cmuls(cdiffs(FloatComplex(1,0), temp), in[0]);
ak1[0]=FloatComplex(0,0);
/* iterative solution to yule-walker equations */
for (i=1;i<size-1;i++){
accu=FloatComplex(0,0);
for (j=0;j<i;j++){
temp = cmuls(cconjs(ar[j]),cconjs(in[i-j]));
accu=cadds(accu, temp);
}
temp = cadds(in[i+1],accu);
temp = crdivs(temp,sigma2);
ak1[i]=FloatComplex(-creals(temp),-cimags(temp));
for (j=0;j<i;j++){
temp = cmuls(ak1[i], cconjs(ar[i-1-j]));
ak1[j] = cadds(ar[j],temp);
}
temp = cmuls(ak1[i], cconjs(ak1[i]));
temp = cdiffs(FloatComplex(1,0),temp);
sigma2 = cmuls(temp,sigma2);
for (j=0;j<=i;j++){
ar[j]=FloatComplex(creals(ak1[j]),cimags(ak1[j]));
}
}
free(ak1);
return sigma2;
}
|
